/* $Id: ClpCholeskyWssmpKKT.cpp 2385 2019-01-06 19:43:06Z unxusr $ */
// Copyright (C) 2004, International Business Machines
// Corporation and others.  All Rights Reserved.
// This code is licensed under the terms of the Eclipse Public License (EPL).

#include "CoinPragma.hpp"
#include "CoinHelperFunctions.hpp"
#include "ClpHelperFunctions.hpp"

#include "ClpInterior.hpp"
#include "ClpCholeskyWssmpKKT.hpp"
#include "ClpQuadraticObjective.hpp"
#include "ClpMessage.hpp"

//#############################################################################
// Constructors / Destructor / Assignment
//#############################################################################

//-------------------------------------------------------------------
// Default Constructor
//-------------------------------------------------------------------
ClpCholeskyWssmpKKT::ClpCholeskyWssmpKKT(int denseThreshold)
  : ClpCholeskyBase(denseThreshold)
{
  type_ = 21;
}

//-------------------------------------------------------------------
// Copy constructor
//-------------------------------------------------------------------
ClpCholeskyWssmpKKT::ClpCholeskyWssmpKKT(const ClpCholeskyWssmpKKT &rhs)
  : ClpCholeskyBase(rhs)
{
}

//-------------------------------------------------------------------
// Destructor
//-------------------------------------------------------------------
ClpCholeskyWssmpKKT::~ClpCholeskyWssmpKKT()
{
}

//----------------------------------------------------------------
// Assignment operator
//-------------------------------------------------------------------
ClpCholeskyWssmpKKT &
ClpCholeskyWssmpKKT::operator=(const ClpCholeskyWssmpKKT &rhs)
{
  if (this != &rhs) {
    ClpCholeskyBase::operator=(rhs);
  }
  return *this;
}
//-------------------------------------------------------------------
// Clone
//-------------------------------------------------------------------
ClpCholeskyBase *ClpCholeskyWssmpKKT::clone() const
{
  return new ClpCholeskyWssmpKKT(*this);
}
// At present I can't get wssmp to work as my libraries seem to be out of sync
// so I have linked in ekkwssmp which is an older version
#ifndef USE_EKKWSSMP
extern "C" {
void F77_FUNC(wsetmaxthrds, WSETMAXTHRDS)(const int *NTHREADS);

void F77_FUNC(wssmp, WSSMP)(const int *N, const int *IA,
  const int *JA, const double *AVALS,
  double *DIAG, int *PERM,
  int *INVP, double *B,
  const int *LDB, const int *NRHS,
  double *AUX, const int *NAUX,
  int *MRP, int *IPARM,
  double *DPARM);
void F77_FUNC_(wsmp_clear, WSMP_CLEAR)(void);
}
#else
/* minimum needed for user */
typedef struct EKKModel EKKModel;
typedef struct EKKContext EKKContext;

extern "C" {
EKKContext *ekk_initializeContext();
void ekk_endContext(EKKContext *context);
EKKModel *ekk_newModel(EKKContext *env, const char *name);
int ekk_deleteModel(EKKModel *model);
}
static EKKModel *model = NULL;
static EKKContext *context = NULL;
extern "C" void ekkwssmp(EKKModel *, int *n,
  int *columnStart, int *rowIndex, double *element,
  double *diagonal, int *perm, int *invp,
  double *rhs, int *ldb, int *nrhs,
  double *aux, int *naux,
  int *mrp, int *iparm, double *dparm);
static void F77_FUNC(wssmp, WSSMP)(int *n, int *ia, int *ja,
  double *avals, double *diag, int *perm, int *invp,
  double *b, int *ldb, int *nrhs, double *aux, int *naux, int *mrp, int *iparm, double *dparm)
{
  if (!context) {
    /* initialize OSL environment */
    context = ekk_initializeContext();
    model = ekk_newModel(context, "");
  }
  ekkwssmp(model, n, ia, ja,
    avals, diag, perm, invp,
    b, ldb, nrhs, aux,
    naux, mrp, iparm, dparm);
  //ekk_deleteModel(model);
  //ekk_endContext(context);
}
#endif

/* Orders rows and saves pointer to model */
int ClpCholeskyWssmpKKT::order(ClpInterior *model)
{
  int numberRowsModel = model->numberRows();
  int numberColumns = model->numberColumns();
  int numberTotal = numberColumns + numberRowsModel;
  numberRows_ = 2 * numberRowsModel + numberColumns;
  rowsDropped_ = new char[numberRows_];
  memset(rowsDropped_, 0, numberRows_);
  numberRowsDropped_ = 0;
  model_ = model;
  CoinPackedMatrix *quadratic = NULL;
  ClpQuadraticObjective *quadraticObj = (dynamic_cast< ClpQuadraticObjective * >(model_->objectiveAsObject()));
  if (quadraticObj)
    quadratic = quadraticObj->quadraticObjective();
  int numberElements = model_->clpMatrix()->getNumElements();
  numberElements = numberElements + 2 * numberRowsModel + numberTotal;
  if (quadratic)
    numberElements += quadratic->getNumElements();
  // Space for starts
  choleskyStart_ = new CoinBigIndex[numberRows_ + 1];
  const CoinBigIndex *columnStart = model_->clpMatrix()->getVectorStarts();
  const int *columnLength = model_->clpMatrix()->getVectorLengths();
  const int *row = model_->clpMatrix()->getIndices();
  //const double * element = model_->clpMatrix()->getElements();
  // Now we have size - create arrays and fill in
  try {
    choleskyRow_ = new int[numberElements];
  } catch (...) {
    // no memory
    delete[] choleskyStart_;
    choleskyStart_ = NULL;
    return -1;
  }
  try {
    sparseFactor_ = new double[numberElements];
  } catch (...) {
    // no memory
    delete[] choleskyRow_;
    choleskyRow_ = NULL;
    delete[] choleskyStart_;
    choleskyStart_ = NULL;
    return -1;
  }
  int iRow, iColumn;

  sizeFactor_ = 0;
  // matrix
  if (!quadratic) {
    for (iColumn = 0; iColumn < numberColumns; iColumn++) {
      choleskyStart_[iColumn] = sizeFactor_;
      choleskyRow_[sizeFactor_++] = iColumn;
      CoinBigIndex start = columnStart[iColumn];
      CoinBigIndex end = columnStart[iColumn] + columnLength[iColumn];
      for (CoinBigIndex j = start; j < end; j++) {
        choleskyRow_[sizeFactor_++] = row[j] + numberTotal;
      }
    }
  } else {
    // Quadratic
    const int *columnQuadratic = quadratic->getIndices();
    const CoinBigIndex *columnQuadraticStart = quadratic->getVectorStarts();
    const int *columnQuadraticLength = quadratic->getVectorLengths();
    //const double * quadraticElement = quadratic->getElements();
    for (iColumn = 0; iColumn < numberColumns; iColumn++) {
      choleskyStart_[iColumn] = sizeFactor_;
      choleskyRow_[sizeFactor_++] = iColumn;
      for (CoinBigIndex j = columnQuadraticStart[iColumn];
           j < columnQuadraticStart[iColumn] + columnQuadraticLength[iColumn]; j++) {
        int jColumn = columnQuadratic[j];
        if (jColumn > iColumn)
          choleskyRow_[sizeFactor_++] = jColumn;
      }
      CoinBigIndex start = columnStart[iColumn];
      CoinBigIndex end = columnStart[iColumn] + columnLength[iColumn];
      for (CoinBigIndex j = start; j < end; j++) {
        choleskyRow_[sizeFactor_++] = row[j] + numberTotal;
      }
    }
  }
  // slacks
  for (; iColumn < numberTotal; iColumn++) {
    choleskyStart_[iColumn] = sizeFactor_;
    choleskyRow_[sizeFactor_++] = iColumn;
    choleskyRow_[sizeFactor_++] = iColumn - numberColumns + numberTotal;
  }
  // Transpose - nonzero diagonal (may regularize)
  for (iRow = 0; iRow < numberRowsModel; iRow++) {
    choleskyStart_[iRow + numberTotal] = sizeFactor_;
    // diagonal
    choleskyRow_[sizeFactor_++] = iRow + numberTotal;
  }
  choleskyStart_[numberRows_] = sizeFactor_;
  permuteInverse_ = new int[numberRows_];
  permute_ = new int[numberRows_];
  integerParameters_[0] = 0;
  int i0 = 0;
  int i1 = 1;
#ifndef USE_EKKWSSMP
  int i2 = 1;
  if (model->numberThreads() <= 0)
    i2 = 1;
  else
    i2 = model->numberThreads();
  F77_FUNC(wsetmaxthrds, WSETMAXTHRDS)
  (&i2);
#endif
  F77_FUNC(wssmp, WSSMP)
  (&numberRows_, choleskyStart_, choleskyRow_, sparseFactor_,
    NULL, permute_, permuteInverse_, 0, &numberRows_, &i1,
    NULL, &i0, NULL, integerParameters_, doubleParameters_);
  integerParameters_[1] = 1; //order and symbolic
  integerParameters_[2] = 2;
  integerParameters_[3] = 0; //CSR
  integerParameters_[4] = 0; //C style
  integerParameters_[13] = 1; //reuse initial factorization space
  integerParameters_[15 + 0] = 1; //ordering
  integerParameters_[15 + 1] = 0;
  integerParameters_[15 + 2] = 1;
  integerParameters_[15 + 3] = 0;
  integerParameters_[15 + 4] = 1;
  doubleParameters_[10] = 1.0e-20;
  doubleParameters_[11] = 1.0e-15;
#if 1
  integerParameters_[1] = 2; //just symbolic
  for (int iRow = 0; iRow < numberRows_; iRow++) {
    permuteInverse_[iRow] = iRow;
    permute_[iRow] = iRow;
  }
#endif
  F77_FUNC(wssmp, WSSMP)
  (&numberRows_, choleskyStart_, choleskyRow_, sparseFactor_,
    NULL, permute_, permuteInverse_, NULL, &numberRows_, &i1,
    NULL, &i0, NULL, integerParameters_, doubleParameters_);
  //std::cout<<"Ordering and symbolic factorization took "<<doubleParameters_[0]<<std::endl;
  if (integerParameters_[63]) {
    std::cout << "wssmp returning error code of " << integerParameters_[63] << std::endl;
    return 1;
  }
  std::cout << integerParameters_[23] << " elements in sparse Cholesky" << std::endl;
  if (!integerParameters_[23]) {
    for (int iRow = 0; iRow < numberRows_; iRow++) {
      permuteInverse_[iRow] = iRow;
      permute_[iRow] = iRow;
    }
    std::cout << "wssmp says no elements - fully dense? - switching to dense" << std::endl;
    integerParameters_[1] = 2;
    integerParameters_[2] = 2;
    integerParameters_[7] = 1; // no permute
    F77_FUNC(wssmp, WSSMP)
    (&numberRows_, choleskyStart_, choleskyRow_, sparseFactor_,
      NULL, permute_, permuteInverse_, NULL, &numberRows_, &i1,
      NULL, &i0, NULL, integerParameters_, doubleParameters_);
    std::cout << integerParameters_[23] << " elements in dense Cholesky" << std::endl;
  }
  return 0;
}
/* Does Symbolic factorization given permutation.
   This is called immediately after order.  If user provides this then
   user must provide factorize and solve.  Otherwise the default factorization is used
   returns non-zero if not enough memory */
int ClpCholeskyWssmpKKT::symbolic()
{
  return 0;
}
/* Factorize - filling in rowsDropped and returning number dropped */
int ClpCholeskyWssmpKKT::factorize(const double *diagonal, int *rowsDropped)
{
  int numberRowsModel = model_->numberRows();
  int numberColumns = model_->numberColumns();
  int numberTotal = numberColumns + numberRowsModel;
  int newDropped = 0;
  double largest = 0.0;
  double smallest;
  //perturbation
  double perturbation = model_->diagonalPerturbation() * model_->diagonalNorm();
  perturbation = perturbation * perturbation;
  if (perturbation > 1.0) {
#ifdef COIN_DEVELOP
    //if (model_->model()->logLevel()&4)
    std::cout << "large perturbation " << perturbation << std::endl;
#endif
    perturbation = sqrt(perturbation);
    ;
    perturbation = 1.0;
  }
  // need to recreate every time
  int iRow, iColumn;
  const CoinBigIndex *columnStart = model_->clpMatrix()->getVectorStarts();
  const int *columnLength = model_->clpMatrix()->getVectorLengths();
  const int *row = model_->clpMatrix()->getIndices();
  const double *element = model_->clpMatrix()->getElements();

  CoinBigIndex numberElements = 0;
  CoinPackedMatrix *quadratic = NULL;
  ClpQuadraticObjective *quadraticObj = (dynamic_cast< ClpQuadraticObjective * >(model_->objectiveAsObject()));
  if (quadraticObj)
    quadratic = quadraticObj->quadraticObjective();
  // matrix
  if (!quadratic) {
    for (iColumn = 0; iColumn < numberColumns; iColumn++) {
      choleskyStart_[iColumn] = numberElements;
      double value = diagonal[iColumn];
      if (fabs(value) > 1.0e-100) {
        value = 1.0 / value;
        largest = CoinMax(largest, fabs(value));
        sparseFactor_[numberElements] = -value;
        choleskyRow_[numberElements++] = iColumn;
        CoinBigIndex start = columnStart[iColumn];
        CoinBigIndex end = columnStart[iColumn] + columnLength[iColumn];
        for (CoinBigIndex j = start; j < end; j++) {
          choleskyRow_[numberElements] = row[j] + numberTotal;
          sparseFactor_[numberElements++] = element[j];
          largest = CoinMax(largest, fabs(element[j]));
        }
      } else {
        sparseFactor_[numberElements] = -1.0e100;
        choleskyRow_[numberElements++] = iColumn;
      }
    }
  } else {
    // Quadratic
    const int *columnQuadratic = quadratic->getIndices();
    const CoinBigIndex *columnQuadraticStart = quadratic->getVectorStarts();
    const int *columnQuadraticLength = quadratic->getVectorLengths();
    const double *quadraticElement = quadratic->getElements();
    for (iColumn = 0; iColumn < numberColumns; iColumn++) {
      choleskyStart_[iColumn] = numberElements;
      CoinBigIndex savePosition = numberElements;
      choleskyRow_[numberElements++] = iColumn;
      double value = diagonal[iColumn];
      if (fabs(value) > 1.0e-100) {
        value = 1.0 / value;
        for (CoinBigIndex j = columnQuadraticStart[iColumn];
             j < columnQuadraticStart[iColumn] + columnQuadraticLength[iColumn]; j++) {
          int jColumn = columnQuadratic[j];
          if (jColumn > iColumn) {
            sparseFactor_[numberElements] = -quadraticElement[j];
            choleskyRow_[numberElements++] = jColumn;
          } else if (iColumn == jColumn) {
            value += quadraticElement[j];
          }
        }
        largest = CoinMax(largest, fabs(value));
        sparseFactor_[savePosition] = -value;
        CoinBigIndex start = columnStart[iColumn];
        CoinBigIndex end = columnStart[iColumn] + columnLength[iColumn];
        for (CoinBigIndex j = start; j < end; j++) {
          choleskyRow_[numberElements] = row[j] + numberTotal;
          sparseFactor_[numberElements++] = element[j];
          largest = CoinMax(largest, fabs(element[j]));
        }
      } else {
        value = 1.0e100;
        sparseFactor_[savePosition] = -value;
      }
    }
  }
  for (iColumn = 0; iColumn < numberColumns; iColumn++) {
    assert(sparseFactor_[choleskyStart_[iColumn]] < 0.0);
  }
  // slacks
  for (iColumn = numberColumns; iColumn < numberTotal; iColumn++) {
    choleskyStart_[iColumn] = numberElements;
    double value = diagonal[iColumn];
    if (fabs(value) > 1.0e-100) {
      value = 1.0 / value;
      largest = CoinMax(largest, fabs(value));
    } else {
      value = 1.0e100;
    }
    sparseFactor_[numberElements] = -value;
    choleskyRow_[numberElements++] = iColumn;
    choleskyRow_[numberElements] = iColumn - numberColumns + numberTotal;
    sparseFactor_[numberElements++] = -1.0;
  }
  // Finish diagonal
  double delta2 = model_->delta(); // add delta*delta to bottom
  delta2 *= delta2;
  for (iRow = 0; iRow < numberRowsModel; iRow++) {
    choleskyStart_[iRow + numberTotal] = numberElements;
    choleskyRow_[numberElements] = iRow + numberTotal;
    sparseFactor_[numberElements++] = delta2;
  }
  choleskyStart_[numberRows_] = numberElements;
  int i1 = 1;
  int i0 = 0;
  integerParameters_[1] = 3;
  integerParameters_[2] = 3;
  integerParameters_[10] = 2;
  //integerParameters_[11]=1;
  integerParameters_[12] = 2;
  // LDLT
  integerParameters_[30] = 1;
  doubleParameters_[20] = 1.0e100;
  double largest2 = largest * 1.0e-20;
  largest = CoinMin(largest2, 1.0e-11);
  doubleParameters_[10] = CoinMax(1.0e-20, largest);
  if (doubleParameters_[10] > 1.0e-3)
    integerParameters_[9] = 1;
  else
    integerParameters_[9] = 0;
#ifndef WSMP
  // Set up LDL cutoff
  integerParameters_[34] = numberTotal;
  doubleParameters_[20] = 1.0e-15;
  doubleParameters_[34] = 1.0e-12;
  //printf("tol is %g\n",doubleParameters_[10]);
  //doubleParameters_[10]=1.0e-17;
#endif
  int *rowsDropped2 = new int[numberRows_];
  CoinZeroN(rowsDropped2, numberRows_);
  F77_FUNC(wssmp, WSSMP)
  (&numberRows_, choleskyStart_, choleskyRow_, sparseFactor_,
    NULL, permute_, permuteInverse_, NULL, &numberRows_, &i1,
    NULL, &i0, rowsDropped2, integerParameters_, doubleParameters_);
  //std::cout<<"factorization took "<<doubleParameters_[0]<<std::endl;
  if (integerParameters_[9]) {
    std::cout << "scaling applied" << std::endl;
  }
  newDropped = integerParameters_[20];
#if 1
  // Should save adjustments in ..R_
  int n1 = 0, n2 = 0;
  double *primalR = model_->primalR();
  double *dualR = model_->dualR();
  for (iRow = 0; iRow < numberTotal; iRow++) {
    if (rowsDropped2[iRow]) {
      n1++;
      //printf("row region1 %d dropped\n",iRow);
      //rowsDropped_[iRow]=1;
      rowsDropped_[iRow] = 0;
      primalR[iRow] = doubleParameters_[20];
    } else {
      rowsDropped_[iRow] = 0;
      primalR[iRow] = 0.0;
    }
  }
  for (; iRow < numberRows_; iRow++) {
    if (rowsDropped2[iRow]) {
      n2++;
      //printf("row region2 %d dropped\n",iRow);
      //rowsDropped_[iRow]=1;
      rowsDropped_[iRow] = 0;
      dualR[iRow - numberTotal] = doubleParameters_[34];
    } else {
      rowsDropped_[iRow] = 0;
      dualR[iRow - numberTotal] = 0.0;
    }
  }
  //printf("%d rows dropped in region1, %d in region2\n",n1,n2);
#endif
  delete[] rowsDropped2;
  //if (integerParameters_[20])
  //std::cout<<integerParameters_[20]<<" rows dropped"<<std::endl;
  largest = doubleParameters_[3];
  smallest = doubleParameters_[4];
  if (model_->messageHandler()->logLevel() > 1)
    std::cout << "Cholesky - largest " << largest << " smallest " << smallest << std::endl;
  choleskyCondition_ = largest / smallest;
  if (integerParameters_[63] < 0)
    return -1; // out of memory
  status_ = 0;
  return 0;
}
/* Uses factorization to solve. */
void ClpCholeskyWssmpKKT::solve(double *region)
{
  abort();
}
/* Uses factorization to solve. */
void ClpCholeskyWssmpKKT::solveKKT(double *region1, double *region2, const double *diagonal,
  double diagonalScaleFactor)
{
  int numberRowsModel = model_->numberRows();
  int numberColumns = model_->numberColumns();
  int numberTotal = numberColumns + numberRowsModel;
  double *array = new double[numberRows_];
  CoinMemcpyN(region1, numberTotal, array);
  CoinMemcpyN(region2, numberRowsModel, array + numberTotal);
  int i1 = 1;
  int i0 = 0;
  integerParameters_[1] = 4;
  integerParameters_[2] = 4;
#if 0
     integerParameters_[5] = 3;
     doubleParameters_[5] = 1.0e-10;
     integerParameters_[6] = 6;
#endif
  F77_FUNC(wssmp, WSSMP)
  (&numberRows_, choleskyStart_, choleskyRow_, sparseFactor_,
    NULL, permute_, permuteInverse_, array, &numberRows_, &i1,
    NULL, &i0, NULL, integerParameters_, doubleParameters_);
#if 0
     int iRow;
     for (iRow = 0; iRow < numberTotal; iRow++) {
          if (rowsDropped_[iRow] && fabs(array[iRow]) > 1.0e-8) {
               printf("row region1 %d dropped %g\n", iRow, array[iRow]);
          }
     }
     for (; iRow < numberRows_; iRow++) {
          if (rowsDropped_[iRow] && fabs(array[iRow]) > 1.0e-8) {
               printf("row region2 %d dropped %g\n", iRow, array[iRow]);
          }
     }
#endif
  CoinMemcpyN(array + numberTotal, numberRowsModel, region2);
#if 1
  CoinMemcpyN(array, numberTotal, region1);
#else
  multiplyAdd(region2, numberRowsModel, -1.0, array + numberColumns, 0.0);
  CoinZeroN(array, numberColumns);
  model_->clpMatrix()->transposeTimes(1.0, region2, array);
  for (int iColumn = 0; iColumn < numberTotal; iColumn++)
    region1[iColumn] = diagonal[iColumn] * (array[iColumn] - region1[iColumn]);
#endif
  delete[] array;
#if 0
     if (integerParameters_[5]) {
          std::cout << integerParameters_[5] << " refinements ";
     }
     std::cout << doubleParameters_[6] << std::endl;
#endif
}

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